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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - Gregoriou, G (Editor), and Pascalau, R (Editor)
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This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.

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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models 2011, Palgrave MacMillan, London

ISBN-13: 9781349328925

2011 edition

Trade paperback

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models 2010, Palgrave Macmillan, Basingstoke

ISBN-13: 9780230283633

Hardcover